+135.6%
CSCO vs TXG
+7.8%
+127.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -6.1% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | -15.8% | -20.4% | +4.6% | -14.3% |
| 3M | -15.4% | +0.1% | -15.5% | -16.0% |
| 6M | -5.4% | +176.2% | -181.6% | -14.6% |
| YTD | +26.5% | +256.8% | -230.3% | +10.7% |
| 1Y | +25.9% | +255.9% | -230.0% | +10.0% |
| 3Y | +97.5% | +60.2% | +37.3% | +77.3% |
| 5Y | +93.0% | -65.1% | +158.1% | +87.4% |
| All | +135.6% | +7.8% | +127.9% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling